Title :
Conditioning of the discrete-time infinite-horizon H∞ filtering problem
Author :
Christov, N.D. ; Najim, M. ; Grivel, E. ; Henry, D.
Author_Institution :
Dept. of Automatics, Tech. Univ. of Sofia, Bulgaria
Abstract :
The paper deals with the local sensitivity of the discrete-time H∞ filtering problem. A condition number based perturbation bound is obtained for the solution of the Riccati equation which determines the sensitivity of the problem.
Keywords :
Riccati equations; discrete time systems; filtering theory; linear systems; observability; perturbation techniques; sensitivity analysis; state estimation; H∞ filtering; algebraic Riccati equation; condition numbers; discrete-time system; linear system; local sensitivity; observability; perturbation analysis; Estimation error; Filtering; Lubricating oils; Nonlinear filters; Petroleum; Riccati equations; State estimation; Vectors;
Conference_Titel :
American Control Conference, 2002. Proceedings of the 2002
Print_ISBN :
0-7803-7298-0
DOI :
10.1109/ACC.2002.1023904
